GPGCX vs. SFCWX

Last updated Apr 2, 2026

Compare and contrast key facts about Grandeur Peak Global Contrarian Fund (GPGCX) and American Funds SMALLCAP World Fund Class F-3 (SFCWX).

GPGCX is managed by Grandeur Peak Funds. It was launched on Sep 16, 2019. SFCWX is managed by American Funds. It was launched on Apr 30, 1990.

Performance

GPGCX vs. SFCWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grandeur Peak Global Contrarian Fund (GPGCX) and American Funds SMALLCAP World Fund Class F-3 (SFCWX). The values are adjusted to include any dividend payments, if applicable.

GPGCX vs. SFCWX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
GPGCX Grandeur Peak Global Contrarian Fund	-4.50%	20.03%	14.97%	21.28%	-14.60%	20.00%	24.99%	9.60%
SFCWX American Funds SMALLCAP World Fund Class F-3	-0.95%	14.49%	2.72%	19.34%	-29.65%	10.54%	37.95%	8.83%

Returns By Period

In the year-to-date period, GPGCX achieves a -4.50% return, which is significantly lower than SFCWX's -0.95% return.

GPGCX

• 1D: 2.38%
• 1M: -9.19%
• YTD: -4.50%
• 6M: -1.96%
• 1Y: 16.21%
• 3Y*: 15.36%
• 5Y*: 8.15%
• 10Y*: —

SFCWX

• 1D: 3.47%
• 1M: -7.80%
• YTD: -0.95%
• 6M: 1.31%
• 1Y: 20.90%
• 3Y*: 9.28%
• 5Y*: 0.55%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GPGCX vs. SFCWX - Expense Ratio Comparison

GPGCX has a 1.35% expense ratio, which is higher than SFCWX's 0.66% expense ratio.

GPGCX

Grandeur Peak Global Contrarian Fund

SFCWX

American Funds SMALLCAP World Fund Class F-3

Return for Risk

GPGCX vs. SFCWX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GPGCX

GPGCX Risk / Return Rank: 44
GPGCX Sharpe Ratio Rank: 51
GPGCX Sortino Ratio Rank: 51
GPGCX Omega Ratio Rank: 43
GPGCX Calmar Ratio Rank: 40
GPGCX Martin Ratio Rank: 35

SFCWX

SFCWX Risk / Return Rank: 63
SFCWX Sharpe Ratio Rank: 63
SFCWX Sortino Ratio Rank: 66
SFCWX Omega Ratio Rank: 55
SFCWX Calmar Ratio Rank: 68
SFCWX Martin Ratio Rank: 65

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GPGCX vs. SFCWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grandeur Peak Global Contrarian Fund (GPGCX) and American Funds SMALLCAP World Fund Class F-3 (SFCWX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	GPGCX	SFCWX	Difference
Sharpe ratio Return per unit of total volatility	1.04	1.19	-0.15
Sortino ratio Return per unit of downside risk	1.51	1.76	-0.24
Omega ratio Gain probability vs. loss probability	1.20	1.23	-0.03
Calmar ratio Return relative to maximum drawdown	1.18	1.70	-0.53
Martin ratio Return relative to average drawdown	4.10	6.53	-2.43
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GPGCX vs. SFCWX - Sharpe Ratio Comparison

The current GPGCX Sharpe Ratio is 1.04, which is comparable to the SFCWX Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of GPGCX and SFCWX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	GPGCX	SFCWX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.04	1.19	-0.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.58	0.03	+0.55
Sharpe Ratio (All Time) Calculated using the full available price history	0.82	0.44	+0.38

Correlation

The correlation between GPGCX and SFCWX is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

GPGCX vs. SFCWX - Dividend Comparison

GPGCX's dividend yield for the trailing twelve months is around 16.39%, more than SFCWX's 5.15% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
GPGCX Grandeur Peak Global Contrarian Fund	16.39%	15.65%	7.19%	1.92%	2.98%	5.88%	1.70%	0.27%	0.00%	0.00%
SFCWX American Funds SMALLCAP World Fund Class F-3	5.15%	5.10%	0.98%	0.98%	0.34%	9.05%	1.58%	4.19%	7.01%	4.47%

Drawdowns

GPGCX vs. SFCWX - Drawdown Comparison

The maximum GPGCX drawdown since its inception was -37.17%, smaller than the maximum SFCWX drawdown of -39.54%. Use the drawdown chart below to compare losses from any high point for GPGCX and SFCWX.

Drawdown Indicators

	GPGCX	SFCWX	Difference
Max Drawdown Largest peak-to-trough decline	-37.17%	-39.54%	+2.37%
Max Drawdown (1Y) Largest decline over 1 year	-13.17%	-11.81%	-1.36%
Max Drawdown (5Y) Largest decline over 5 years	-25.70%	-39.54%	+13.84%
Current Drawdown Current decline from peak	-10.92%	-8.75%	-2.17%
Average Drawdown Average peak-to-trough decline	-6.36%	-12.65%	+6.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.78%	3.07%	+0.71%

Volatility

GPGCX vs. SFCWX - Volatility Comparison

The current volatility for Grandeur Peak Global Contrarian Fund (GPGCX) is 6.27%, while American Funds SMALLCAP World Fund Class F-3 (SFCWX) has a volatility of 7.61%. This indicates that GPGCX experiences smaller price fluctuations and is considered to be less risky than SFCWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GPGCX	SFCWX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.27%	7.61%	-1.34%
Volatility (6M) Calculated over the trailing 6-month period	10.36%	11.81%	-1.45%
Volatility (1Y) Calculated over the trailing 1-year period	15.85%	17.93%	-2.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.17%	18.04%	-3.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.14%	18.49%	-2.35%